+224.5%
KEEL vs CG
+42.2%
+182.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.7% | +5.5% | +5.3% |
| 7D | +2.9% | -9.9% | +12.7% | +12.7% |
| 30D | +0.8% | -11.7% | +12.5% | +10.8% |
| 3M | -35.3% | -4.3% | -31.0% | -34.9% |
| 6M | +59.4% | -8.8% | +68.1% | +67.0% |
| YTD | +51.9% | -26.9% | +78.8% | +99.6% |
| 1Y | +75.0% | -35.4% | +110.4% | +158.7% |
| 3Y | +224.5% | +43.0% | +181.5% | +93.4% |
| All | +224.5% | +42.2% | +182.4% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling